Exactly, the crowd is focused on the motorcade but that does not make them immune to gunfire. When the first shot is a miss is it only louder inside an open-top car or from where it originated
When trying to stress a important point, a speaker might ask: “Did you hear what I just said”? This would be an attempt to make sure the audience is paying attention to his words.
The bystanders had their attention focused on the motorcade. The limousine occupants had their attention focused on the crowd. However, the limousine occupants had been traveling through the crowds for a while. And the bystanders only had a few moments to see the President before he would pass by and be gone. Therefore, due to these probable differences in intensity of focus, it seems to me that the limousine occupants might be more aware of other things going on around them than the bystanders would be.
Rosemary Willis appears to have reacted to the sound of the first shot as she can be seen jerking her head around to look back towards the TSBD just after Z133. So she is apparently more aware of her surroundings. However, she has been running along side the limousine since it turned onto Houston Street. And she has had to watch where she was going in order to not run into anything.
As far as your question goes, I saw a paratrooper describing what it was like while descending towards the ground where the enemy was shooting rifles at him. He said he could tell when he was the target by the distinctive crack sound of the rifle. I have been told that this is the sonic boom of the bullet. And it apparently is most noticeable when the bullet passes close by. So perhaps the limousine occupants did hear something that the bystanders didn’t.